Correlación Forex

Correlación

Los siguientes cuadros expresan la relación entre las paridades varios sectores del mercado de divisas.

  • Si la correlación es alta (por encima de 80) y positivo, entonces las monedas se mueven en la misma forma.
  • Si la correlación es alta (por encima de 80) y negativo, las monedas se mueven en sentido contrario.
  • Si la correlación es baja (menos de 60) a continuación, las divisas no se mueven en la misma manera.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-68
3.6
51.8
86.7
-89.9
-18.1
-96
AUDUSD
EURJPY-68
100
68.1
12.2
-31.8
80.7
-57
64.7
EURJPY
EURUSD3.6
68.1
100
71.7
40.2
26.4
-98.4
-11.8
EURUSD
GBPUSD51.8
12.2
71.7
100
70.4
-29.1
-77.1
-58.3
GBPUSD
NZDUSD86.7
-31.8
40.2
70.4
100
-66.1
-53.1
-84.9
NZDUSD
USDCAD-89.9
80.7
26.4
-29.1
-66.1
100
-12.9
82
USDCAD
USDCHF-18.1
-57
-98.4
-77.1
-53.1
-12.9
100
25.1
USDCHF
USDJPY-96
64.7
-11.8
-58.3
-84.9
82
25.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-36.5
-25.8
31.9
11.3
-26.9
33.3
-4.3
AUDUSD
EURJPY-36.5
100
70.5
43.4
16.9
-13.4
-71.6
8.7
EURJPY
EURUSD-25.8
70.5
100
68.7
75.4
-35.5
-98.3
-64.3
EURUSD
GBPUSD31.9
43.4
68.7
100
69.1
-47.5
-60.9
-50.7
GBPUSD
NZDUSD11.3
16.9
75.4
69.1
100
-42.7
-71.1
-87.3
NZDUSD
USDCAD-26.9
-13.4
-35.5
-47.5
-42.7
100
34.6
36.6
USDCAD
USDCHF33.3
-71.6
-98.3
-60.9
-71.1
34.6
100
60.8
USDCHF
USDJPY-4.3
8.7
-64.3
-50.7
-87.3
36.6
60.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-31.3
-14.8
64.9
74.8
-64.7
-33.4
-26.7
AUDUSD
EURJPY-31.3
100
67.5
-52.5
-45.9
41.7
-36.4
62.8
EURJPY
EURUSD-14.8
67.5
100
-22.6
-3.3
9.9
-80
-15
EURUSD
GBPUSD64.9
-52.5
-22.6
100
89.7
-88.4
-32.9
-46.5
GBPUSD
NZDUSD74.8
-45.9
-3.3
89.7
100
-85.2
-46.2
-57.8
NZDUSD
USDCAD-64.7
41.7
9.9
-88.4
-85.2
100
42.9
45.4
USDCAD
USDCHF-33.4
-36.4
-80
-32.9
-46.2
42.9
100
35.7
USDCHF
USDJPY-26.7
62.8
-15
-46.5
-57.8
45.4
35.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-37.1
-0.3
11.3
52.1
-43
0.3
-52.1
AUDUSD
EURJPY-37.1
100
79.4
70.8
45.4
75.7
-80.2
92.9
EURJPY
EURUSD-0.3
79.4
100
64.3
58.5
62.8
-96.3
51.3
EURUSD
GBPUSD11.3
70.8
64.3
100
84.5
65.5
-77.7
61
GBPUSD
NZDUSD52.1
45.4
58.5
84.5
100
39.5
-68.5
28.5
NZDUSD
USDCAD-43
75.7
62.8
65.5
39.5
100
-70.7
68.5
USDCAD
USDCHF0.3
-80.2
-96.3
-77.7
-68.5
-70.7
100
-54.6
USDCHF
USDJPY-52.1
92.9
51.3
61
28.5
68.5
-54.6
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY